Kim Sears cheering on Andy Murray – the roles may have been refused at the weekend. Photo: Pat Scala

While Murray has yet to officially announce the birth, his paternal grandmother Ellen Murray was quoted in the London Telegraph as saying: "Andy phoned yesterday and said 'congratulations, you're a great granny'".

"He told me the baby was 8lb 10oz when she was born. It's wonderful news. We watched him in the Australian Open final and I think he just wanted to come home."

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Murray, who won Wimbledon in 2013, was beaten by Djokovic in the Australian Open final nine days ago before catching the first flight home.